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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.80% | 111.65 % | 112.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,083 CHF | 282,333 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 111.49 % | 112.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,286 CHF | 281,530 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.80% | 111.90 % | 112.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,852 CHF | 281,094 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 110.83 % | 111.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,368 CHF | 278,593 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 110.77 % | 111.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,365 CHF | 277,577 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.80% | 110.15 % | 111.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,297 CHF | 277,506 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 109.91 % | 110.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,190 CHF | 278,412 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.80% | 111.42 % | 112.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,797 CHF | 281,036 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 110.46 % | 111.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,264 CHF | 278,489 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 111.21 % | 112.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,363 CHF | 280,596 CHF | 100.00% | 100.00% |
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